--- name: fii-dii-flow-tracker description: > Track and analyze FII/DII daily buy/sell flows in Indian markets. Use when user asks about institutional flows, FII selling/buying trends, DII activity, or institutional impact on Nifty/market direction. tags: - india - fii - dii - institutional-flows - nifty - market-analysis triggers: - FII - DII - institutional flow - foreign investor - domestic investor - FII selling - FII buying - DII buying - institutional activity - FII DII data - net buy - net sell - institutional impact - FII outflow - FII inflow --- # FII/DII Flow Tracker ## Purpose This skill tracks Foreign Institutional Investor (FII) and Domestic Institutional Investor (DII) daily buy/sell flows in Indian equity markets and correlates them with Nifty 50 movement. It provides actionable insights on institutional positioning, flow trends, regime changes, and market implications. ## When to Use Activate this skill when the user asks about: - FII or DII daily, weekly, or monthly buy/sell data - Institutional flow trends and their market impact - Whether FII are net buyers or net sellers - DII activity and mutual fund flow support - Correlation between institutional flows and Nifty direction - Sector-wise institutional allocation - Impact of FII flows on INR (Indian Rupee) - Historical institutional flow patterns during market events - Flow regime assessment (bullish/bearish/neutral institutional positioning) ## Workflow Follow these steps in order when the user requests FII/DII flow analysis: ### Step 1: Fetch Current FII/DII Flow Data Use web search to retrieve the latest FII/DII cash market data from authoritative sources: ``` WebSearch: "FII DII data today {current_date} cash market net buy sell" WebSearch: "NSDL FII activity {current_month} {current_year}" WebSearch: "MoneyControl FII DII activity {current_date}" ``` Primary data sources to query: - **NSDL** (National Securities Depository Limited): Official FII/FPI transaction data - **NSE** (National Stock Exchange): Daily institutional trading statistics - **MoneyControl FII/DII page**: Aggregated daily flow data with historical tables - **CDSL** (Central Depository Services Limited): Supplementary FPI data - **Trendlyne / Tickertape**: Pre-computed flow summaries and charts Extract the following data points: - FII gross buy value (in crores) - FII gross sell value (in crores) - FII net buy/sell value (in crores) - DII gross buy value (in crores) - DII gross sell value (in crores) - DII net buy/sell value (in crores) - Date of the data ### Step 2: Fetch Historical Flow Data for Trend Analysis Use web search to gather flow data for the trailing period: ``` WebSearch: "FII DII data last 10 trading days {current_month} {current_year}" WebSearch: "FII net investment {current_month} {current_year} month to date" WebSearch: "FII DII yearly data {current_year} year to date" ``` Build a table of the last 10 trading days with daily FII and DII net values. ### Step 3: Fetch Nifty 50 Price Data Use Groww MCP tools to get Nifty price data for correlation analysis: ```python # Get current Nifty LTP get_ltp(search_queries=["NIFTY"], segment="CASH", query_type="stocks") # Get historical Nifty data for correlation (last 30 trading days, daily candles) fetch_historical_candle_data( trading_symbol="NIFTY", start_time="{30_trading_days_ago} 09:15:00", end_time="{today} 15:30:00", interval_in_minutes="1440", exchange="NSE", segment="CASH" ) ``` Use `resolve_market_time_and_calendar` to determine the correct trading day range: ```python resolve_market_time_and_calendar( time_period_unit="day", number_of_periods=30, period_relative_position="previous" ) ``` ### Step 4: Analyze Flow Patterns Perform the following analyses on the collected data: **A. Daily Flow Assessment** - Classify today's FII flow: significant buy (> +2000cr), significant sell (< -2000cr), or neutral - Classify today's DII flow using the same thresholds - Compare FII vs DII: Are they aligned or divergent? **B. Trend Analysis (10-day rolling)** - Count net buying days vs net selling days for both FII and DII - Calculate cumulative 10-day net flow - Identify if selling/buying is accelerating or decelerating (compare last 5 days vs prior 5 days) **C. Monthly and Yearly Context** - MTD (Month-to-Date) cumulative flow for FII and DII - YTD (Year-to-Date) cumulative flow for FII and DII - Compare current month's pace to previous months **D. FII:DII Flow Ratio** - Calculate the ratio of FII net to DII net - Positive ratio with both positive = strong bullish signal - FII negative, DII positive = DII absorbing FII selling (support floor) - Both negative = danger signal ### Step 5: Identify Flow Regime Classify the current institutional flow regime: | Regime | Definition | Market Implication | |--------|------------|-------------------| | **FII Net Buyer** | FII net positive for 5+ consecutive days or MTD > +5000cr | Bullish for Nifty, INR strengthening | | **FII Net Seller** | FII net negative for 5+ consecutive days or MTD < -5000cr | Bearish pressure, INR weakening | | **DII Absorption** | FII selling but DII buying offsetting >70% of FII outflow | Market finds floor, limited downside | | **Dual Buying** | Both FII and DII net buyers for 3+ days | Strong rally likely, broad-based buying | | **Dual Selling** | Both FII and DII net sellers (rare) | Sharp correction risk, liquidity withdrawal | | **Transition Phase** | FII switching from seller to buyer (or vice versa) within last 5 days | Trend reversal potential, watch for confirmation | ### Step 6: Correlate Flows with Nifty Movement Analyze the relationship between institutional flows and Nifty price action: - Map daily FII net flow to Nifty daily change (same day) - Check if FII flows are leading Nifty (flow change precedes price change by 1-2 days) - Identify divergences: FII selling but Nifty rising (DII support or retail buying) or FII buying but Nifty falling (other factors dominating) Use the calculator tool for correlation computation if needed: ```python calculator(list_of_expressions=[ "correlation coefficient formula components" ]) ``` ### Step 7: Assess Sector-Level Impact If the user requests sector-level analysis, use web search: ``` WebSearch: "FII DII sector wise investment {current_month} {current_year}" WebSearch: "FII portfolio allocation India sectors {current_year}" ``` Key sector dynamics: - **Banking/Financials**: Largest FII holding, most sensitive to FII flows - **IT Services**: Benefits from INR depreciation caused by FII outflows - **FMCG**: DII/MF favorite, relatively insulated from FII selling - **Oil & Gas, Metals**: Driven by global commodity + FII positioning ### Step 8: Generate the Flow Report Use the report template from `assets/flow_report_template.md` to structure the output. Fill in all sections with the analyzed data. Present the report in a clear, structured format with: - Summary box at the top (today's key numbers) - Tables for historical data - Clear trend assessment with directional language - Actionable implications - Appropriate disclaimer ## Key Metrics Reference | Metric | Calculation | Significance | |--------|-------------|-------------| | FII Daily Net | FII Buy - FII Sell | Direction of foreign capital flow | | DII Daily Net | DII Buy - DII Sell | Direction of domestic capital flow | | FII MTD | Sum of FII daily net for current month | Monthly trend strength | | FII YTD | Sum of FII daily net for current calendar year | Annual positioning | | DII MTD | Sum of DII daily net for current month | Monthly domestic support | | DII YTD | Sum of DII daily net for current calendar year | Annual domestic positioning | | FII:DII Ratio | FII Net / DII Net | Institutional alignment | | Flow-Nifty Correlation | Statistical correlation over 20 days | Predictive strength | | Absorption Rate | DII Net / abs(FII Net) when FII selling | DII's ability to offset FII | ## Significance Thresholds | Level | Daily (crores) | MTD (crores) | YTD (crores) | |-------|---------------|--------------|--------------| | Minor | < 1,000 | < 5,000 | < 25,000 | | Moderate | 1,000 - 2,000 | 5,000 - 10,000 | 25,000 - 50,000 | | Significant | 2,000 - 5,000 | 10,000 - 25,000 | 50,000 - 1,00,000 | | Major | > 5,000 | > 25,000 | > 1,00,000 | ## Important Notes - FII/DII data is typically released by exchanges after market hours (around 6-7 PM IST for provisional data, next day for final data). - There can be discrepancies between provisional and final data; always note which version is being used. - FII data includes all Foreign Portfolio Investors (FPIs) registered with SEBI. - DII data includes mutual funds, insurance companies, banks, and financial institutions. - Derivative market FII positions (available from NSE) are a leading indicator and should be consulted alongside cash market data. - Always present flows in Indian Rupee crores (the standard unit for institutional flow reporting). - Always include a disclaimer that institutional flow data alone should not be used as the sole basis for investment decisions. ## Reference Materials - `references/flow_analysis_methodology.md` - Comprehensive methodology for analyzing FII/DII flows - `references/flow_interpretation_guide.md` - Practical guide for interpreting flow signals - `assets/flow_report_template.md` - Markdown template for generating flow reports ## Tools Used Use whichever broker MCP is connected (Groww or Zerodha Kite): | Action | Groww MCP | Zerodha Kite MCP | Fallback | |--------|-----------|------------------|----------| | Nifty LTP | `get_ltp` | `get_ltp` | yfinance | | Historical data | `fetch_historical_candle_data` | `get_historical_data` | yfinance | | Trading calendar | `resolve_market_time_and_calendar` | — | Web search | | Market movers | `fetch_market_movers_and_trending_stocks_funds` | — | Web search | | Shareholding data | `fetch_stocks_fundamental_data` | — | Web search | | Portfolio check | `get_equity_portfolio_holdings` | `get_holdings` | — | | Tool | Purpose | |------|---------| | `WebSearch` | Fetch latest FII/DII data from NSDL, NSE, MoneyControl | | `WebFetch` | Scrape specific FII/DII data pages for structured data | | `calculator` | Compute flow ratios, correlations, and aggregates |